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1、ASolutionManualandNotesfor:TheElementsofStatisticalLearningbyJeromeFriedman,TrevorHastie,andRobertTibshiraniJohnL.Weatherwax∗DavidEpstein†16February2013IntroductionTheElementsofStatisticalLearningisaninfluentialandwidelystudiedbookinthefieldsofmachinelearning,statisticalinference,a
2、ndpatternrecognition.Itisastandardrecom-mendedtextinmanygraduatecoursesonthesetopics.Itisalsoverychallenging,particularlyifonefacesitwithoutthesupportofteacherswhoareexpertinthesubjectmatter.Forvariousreasons,bothauthorsofthesenotesfelttheneedtounderstandthebookwell,andthereforet
3、oproducenotesonthetextwhenwefoundthetextdifficultatfirstreading,andanswerstotheexercises.Gainingunderstandingistime-consumingandintellectuallydemanding,soitseemedsensibletorecordoureffortsinLaTeX,andmakeitavailableonthewebtootherreaders.Avaluableby-productofwritingupmathematicalmater
4、ial,isthatoftenonefindsgapsanderrorsinwhatonehaswritten.Nowitiswell-knowninallbranchesoflearning,butinparticularinmathematicallearning,thatthewaytolearnistodo,ratherthantoread.Itisalltoocommontoreadthroughsomematerial,convinceoneselfthatoneunderstandsitwell,butthenfindoneselfatseaw
5、hentryingtoapplyitinevenaslightlydifferentsituation.Moreover,materialunderstoodonlyatashallowleveliseasilyforgotten.Itisthereforeourstrongrecommendationthatreadersofthebookshouldnotlookatourresponsestoanyoftheexercisesbeforemakingasubstantialefforttounderstanditwithoutthisaid.Anyti
6、mespentinthisway,evenifitendswithoutsuccess,willmakeoursolutions∗wax@alum.mit.edu†David.Epstein@warwick.ac.uk1easiertounderstandandmorememorable.Quitelikelyyouwillfindbettersolutionsthanthoseprovidedhere—letusknowwhenyoudo!Asfarasteachersofcoursesbasedonthetextareconcerned,ournote
7、smayberegardedasadisadvantage,becauseitmaybefeltthattheexercisesinthebookcannolongerbeusedasasourceofhomeworkorquestionsfortestsandexaminations.Thisisaslightconflictofinterestbetweenteachersofcoursesontheonehand,andindependentlearnersontheotherhand.Findingourselvesintheranksofthei
8、ndependentlearners,thepositionwetakeisha
